+21.0%
STM vs IRM
+189.3%
-168.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.0% |
| 7D | +5.8% | -0.5% | +6.3% | +6.0% |
| 30D | -1.0% | -8.1% | +7.1% | +3.4% |
| 3M | -33.3% | -9.7% | -23.6% | -29.6% |
| 6M | +57.4% | +10.0% | +47.4% | +50.5% |
| YTD | +102.2% | +43.0% | +59.2% | +68.8% |
| 1Y | +99.6% | +32.7% | +66.9% | +71.6% |
| 3Y | +14.5% | +102.7% | -88.2% | -26.2% |
| All | +21.0% | +189.3% | -168.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling